Instrumental variables, local instrumental variables and control functions

We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function approach.

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Year of publication:	2002
Authors:	Florens, Jean-Paul ; Heckman, James ; Meghir, Costas ; Vytlacil, Edward
Publisher:	London : Centre for Microdata Methods and Practice (cemmap)
Subject:	Statistischer Test \| Instrumentalvariablen-Schätzmethode

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Series:	cemmap working paper ; CWP15/02
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.1920/wp.cem.2002.1502 [DOI] 362528829 [GVK] hdl:10419/79359 [Handle] RePEc:ifs:cemmap:15/02 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010318534